I have got the "interest" example to work, but if I make a change to the bean and compile/jar/deploy it, this is NOT automatically detected by the server, which still refers to the previous version.
I found that you have to modify the deploy-ejb-jar target in the C:\JBoss\examples\org\jboss\docs\interest\build.xml file to deploy to ${jboss.dist}/server/default/deploy. This worked for me.